Imagen de Portada

Monitoring a developing pandemic with available data

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Gámiz, María Luz, Mammen, Enno, Martínez-Miranda, María Dolores, Nielsen, Jens Perch, Scholz, Michael, Silva-Gómez, Germán Ernesto
Formato:	Preprint
Publicado:	2023
Materias:	Methodology 62G05 G.3
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Low quality exposure and point processes with a view to the first phase of a pandemic
por: Gámiz, María Luz, et al.
Publicado: (2023)

Semi-functional partial linear regression with measurement error: An approach based on $k$NN estimation
por: Novo, Silvia, et al.
Publicado: (2024)

Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables
por: Novo, Silvia, et al.
Publicado: (2024)

Automatic and location-adaptive estimation in functional single-index regression
por: Novo, Silvia, et al.
Publicado: (2024)

Statistical Inference for Scale Mixture Models via Mellin Transform Approach
por: Belomestny, Denis, et al.
Publicado: (2022)

Robust Variable Selection in High-dimensional Nonparametric Additive Model
por: Chatla, Suneel Babu, et al.
Publicado: (2025)

Empowering Multi-class Classification for Multivariate Functional Data with Simultaneous Feature Selection
por: Wang, Shuoyang, et al.
Publicado: (2025)

Quantile-respectful density estimation based on the Harrell-Davis quantile estimator
por: Akinshin, Andrey
Publicado: (2024)

Nonparametric Empirical Bayes Estimation on Heterogeneous Data
por: Banerjee, Trambak, et al.
Publicado: (2020)

Over the Stability Space of a Multivariate Time Series
por: Vásquez-Martínez, Roberto, et al.
Publicado: (2025)

TSSS: A Novel Triangulated Spherical Spline Smoothing for Surface-based Data
por: Gu, Zhiling, et al.
Publicado: (2024)

Data-adaptive structural change-point detection via isolation
por: Anastasiou, Andreas, et al.
Publicado: (2024)

Statistical Inference on the Cumulative Distribution Function using Judgment Post Stratification
por: Kouhanestani, Mina Azizi, et al.
Publicado: (2024)

Estimation of Quantile Functionals in Linear Model
por: Jurečková, Jana, et al.
Publicado: (2024)

Adaptive Kernel Regression for Constrained Route Alignment: Theory and Iterative Data Sharpening
por: Du, Shiyin, et al.
Publicado: (2026)

Non-parametric estimation of transition intensities in interval censored Markov multi-state models without loops
por: Gomon, Daniel, et al.
Publicado: (2024)

Learning binary undirected graph in low dimensional regime
por: De Canditiis, Daniela
Publicado: (2019)

Leave-One-Out Neighborhood Smoothing for Graphons: Berry-Esseen Bounds, Confidence Intervals, and Honest Tuning
por: Aalipur, Behzad, et al.
Publicado: (2026)

Rejoinder to the discussion of "Mode-based estimation of the center of symmetry"
por: Chacón, José E., et al.
Publicado: (2025)

Testing for linearity in scalar-on-function regression with responses missing at random
por: Febrero-Bande, Manuel, et al.
Publicado: (2023)

A Bernstein polynomial approach for the estimation of cumulative distribution functions in the presence of missing data
por: Gharbi, Rihab, et al.
Publicado: (2025)

Identifying arbitrary transformation between the slopes in scalar-on-function regression
por: Niyogi, Pratim Guha, et al.
Publicado: (2024)

Asymptotic theory of the quadratic assignment procedure for dyadic data analysis
por: Shi, Lei, et al.
Publicado: (2024)

Optimal empirical Bayes estimation for the Poisson model via minimum-distance methods
por: Jana, Soham, et al.
Publicado: (2022)

Discriminating Tail Behavior Using Halfspace Depths: Population and Empirical Perspectives
por: Singha, Sibsankar, et al.
Publicado: (2025)

Convolutional neural networks for valid and efficient causal inference
por: Ghasempour, Mohammad, et al.
Publicado: (2023)

Proper Correlation Coefficients for Nominal Random Variables
por: Wermuth, Jan-Lukas
Publicado: (2025)

Why Empirical p-Values Are Not Uniform: Reference Samples, Dependence, and PIT Backtesting
por: Lis, Jakub
Publicado: (2026)

Statistical Multicriteria Benchmarking via the GSD-Front
por: Jansen, Christoph, et al.
Publicado: (2024)

A $k$NN procedure in semiparametric functional data analysis
por: Novo, Silvia, et al.
Publicado: (2024)

"Sound and Fury": Nonlinear Functionals of Volatility Matrix in the Presence of Jump and Noise
por: Chen, Richard Y.
Publicado: (2024)

Density ratio model for multiple types of survival data with empirical likelihood
por: McVittie, James Hugh, et al.
Publicado: (2025)

Tweedie-based nonparametric estimation for semicontinuous mixed densities
por: Lyu, Guanjie, et al.
Publicado: (2026)

Dirichlet kernel density estimation on the simplex with missing data
por: Daayeb, Hanen, et al.
Publicado: (2026)

One-step smoothing splines instrumental regression
por: Beyhum, Jad, et al.
Publicado: (2023)

Variance-Reduced Manifold Sampling via Polynomial-Maximization Density Estimation
por: Zabolotnii, Serhii
Publicado: (2026)

A Model-Agnostic Bootstrap for Macro-Level Claims Reserving Under the Conditioning Principle
por: Van Oirbeek, Robin, et al.
Publicado: (2026)

Discrete-time Markov chains with random observation times
por: Aurouet, Daphne, et al.
Publicado: (2025)

A family of Chatterjee's correlation coefficients and their properties
por: Gao, Muhong, et al.
Publicado: (2024)

rquest: An R package for hypothesis tests and confidence intervals for quantiles and summary measures based on quantiles
por: Prendergast, Luke A., et al.
Publicado: (2024)